これが私のVarの証明です[平均]
2つのランダム変数x、yの場合、それらの平均値と最大値および最小値の間には関係があります。
したがって
4
2Mean(x,y)=Min(x,y)+Max(x,y)
4Var[Mean]=Var[Min]+Var[Max]+2Cov[Min,Max]
Var[Min(x,y)]=Var[Max(x,y)]
4Var[Mean]=2Var[Min]+2Cov[Min,Max]
and
Cov[Min,Max]<=sqrt(Var[Min]Var[Max])=Var[Min]
Therefore
Var[Mean]<=Var[Min]
It is also easy to see from this derivation that in order to reverse this inequality you need a distribution with very sharp truncation of the distribution on the negative side of the mean. For example for the exponential distribution the mean has a larger variance than the min.